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MSSGX vs. TBCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSSGX vs. TBCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Fund, Inc. Inception Portfolio (MSSGX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). The values are adjusted to include any dividend payments, if applicable.

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MSSGX vs. TBCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSSGX
Morgan Stanley Institutional Fund, Inc. Inception Portfolio
-17.92%1.07%29.65%54.44%-59.42%-3.74%150.29%66.18%0.26%22.58%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
-14.54%18.94%48.73%49.61%-38.48%18.30%34.90%30.30%2.13%36.68%

Returns By Period

In the year-to-date period, MSSGX achieves a -17.92% return, which is significantly lower than TBCIX's -14.54% return. Over the past 10 years, MSSGX has underperformed TBCIX with an annualized return of 13.49%, while TBCIX has yielded a comparatively higher 15.65% annualized return.


MSSGX

1D
-1.79%
1M
-9.62%
YTD
-17.92%
6M
-29.00%
1Y
-7.13%
3Y*
11.14%
5Y*
-12.09%
10Y*
13.49%

TBCIX

1D
-0.35%
1M
-8.84%
YTD
-14.54%
6M
-12.75%
1Y
11.84%
3Y*
24.77%
5Y*
10.38%
10Y*
15.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSSGX vs. TBCIX - Expense Ratio Comparison

MSSGX has a 1.04% expense ratio, which is higher than TBCIX's 0.56% expense ratio.


Return for Risk

MSSGX vs. TBCIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSSGX
MSSGX Risk / Return Rank: 33
Overall Rank
MSSGX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MSSGX Sortino Ratio Rank: 33
Sortino Ratio Rank
MSSGX Omega Ratio Rank: 44
Omega Ratio Rank
MSSGX Calmar Ratio Rank: 33
Calmar Ratio Rank
MSSGX Martin Ratio Rank: 33
Martin Ratio Rank

TBCIX
TBCIX Risk / Return Rank: 2121
Overall Rank
TBCIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 2424
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TBCIX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSSGX vs. TBCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Inception Portfolio (MSSGX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


MSSGXTBCIXDifference

Sharpe ratio

Return per unit of total volatility

-0.24

0.54

-0.77

Sortino ratio

Return per unit of downside risk

-0.12

0.94

-1.07

Omega ratio

Gain probability vs. loss probability

0.99

1.13

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.34

0.50

-0.84

Martin ratio

Return relative to average drawdown

-0.88

1.75

-2.63

MSSGX vs. TBCIX - Sharpe Ratio Comparison

The current MSSGX Sharpe Ratio is -0.24, which is lower than the TBCIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MSSGX and TBCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSSGXTBCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

0.54

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.44

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.69

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.66

-0.26

Correlation

The correlation between MSSGX and TBCIX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MSSGX vs. TBCIX - Dividend Comparison

MSSGX has not paid dividends to shareholders, while TBCIX's dividend yield for the trailing twelve months is around 6.09%.


TTM20252024202320222021202020192018201720162015
MSSGX
Morgan Stanley Institutional Fund, Inc. Inception Portfolio
0.00%0.00%0.99%0.00%0.39%24.63%9.61%34.65%14.40%47.33%3.32%8.67%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
6.09%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%0.00%

Drawdowns

MSSGX vs. TBCIX - Drawdown Comparison

The maximum MSSGX drawdown since its inception was -76.01%, which is greater than TBCIX's maximum drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for MSSGX and TBCIX.


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Drawdown Indicators


MSSGXTBCIXDifference

Max Drawdown

Largest peak-to-trough decline

-76.01%

-43.26%

-32.75%

Max Drawdown (1Y)

Largest decline over 1 year

-32.84%

-16.96%

-15.88%

Max Drawdown (5Y)

Largest decline over 5 years

-73.07%

-43.26%

-29.81%

Max Drawdown (10Y)

Largest decline over 10 years

-76.01%

-43.26%

-32.75%

Current Drawdown

Current decline from peak

-58.27%

-16.96%

-41.31%

Average Drawdown

Average peak-to-trough decline

-22.05%

-8.15%

-13.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.74%

4.87%

+7.87%

Volatility

MSSGX vs. TBCIX - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. Inception Portfolio (MSSGX) has a higher volatility of 9.31% compared to T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) at 5.58%. This indicates that MSSGX's price experiences larger fluctuations and is considered to be riskier than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSSGXTBCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.31%

5.58%

+3.73%

Volatility (6M)

Calculated over the trailing 6-month period

23.25%

11.76%

+11.49%

Volatility (1Y)

Calculated over the trailing 1-year period

32.81%

22.49%

+10.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.74%

23.88%

+13.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.50%

22.69%

+10.81%